Dundas had his town residence at No. 57 George Square. His uncle, Lord Melville, had come here on the 26th of May 1811, with the intention of attending the funeral of Lord Blair next day. He retired to rest apparently in his usual health, but was found next morning dead in bed. Thus, strange to say, the two friends, who had both been alive and active a week before, were lying dead with but a wall between them, for Blair's house was No. 56, next door to that of Dundas. A strange incident is related by Lord Cockburn, which he says he was inclined to regard as true: viz., that a letter written by Lord Melville was found on his table, or in a writing-case after his death, in which he drew a moving picture of his feelings at the funeral of Lord Blair. Little had he imagined that he himself would be dead before that funeral took place. The letter was addressed to a member of the government, with a view to obtain some public provision for Blair's family. 'Such things,' adds Lord Cockburn, 'are always awkward when detected; especially when done by a skilful politician. Nevertheless an honest and a true man might do this. It is easy to anticipate one's feelings at a friend's burial; and putting the description into the form of having returned from it is mere rhetoric.'
Scott enjoyed the personal friendship of Viscount Melville, and still more of the younger members of the Dundas family. Robert Dundas was Lord Advocate at the time of Scott's appointment to the sheriffship of Selkirk. Another Robert Dundas, Lord Melville's son, had been one of Scott's admirers in the story-telling days of the High School, and their intimacy continued later on. In fact Arniston and Melville supplied Walter Scott with quite a troop of warm friends. An anecdote which connects Lord Melville and Scott may be given here, though it belongs to the end of the next decade (1810). Great changes had at that time been proposed in the Scottish law and judicature. They did not commend themselves to Scott's judgment. In fact, he wrote a remarkable essay in the _Edinburgh Annual Register_ against the rash attempt at a general innovation. He was at the same time uneasy in regard to the affairs of his Ballantyne publishing business, and fretting a little at the drudgery of his clerkship, which as yet yielded him no income. It was a crisis very like that in the life of Burns when he proposed to emigrate to Jamaica. Scott indeed seriously entertained the idea of going to India, as is clear from his letter to his brother Thomas in November 1810. 'I have no objection to tell you in confidence, that, were Dundas to go out Governor-General to India, and were he willing to take me with him in a good situation, I would not hesitate to pitch the Court of Session and the booksellers to the Devil, and try my fortune in another climate. But this is strictly _entre nous_.' Dundas, it seems, had on several occasions been spoken of as likely to be appointed Governor-General of India, and he had hinted at taking Scott with him. Fortunately the opportunity never occurred, the genius was not driven into exile, and the Court of Session and the booksellers obtained a temporary reprieve.